+32.9%
DIS vs MMM
+79.4%
-46.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | -2.6% | +3.2% | +1.7% |
| 30D | +10.3% | +17.4% | -7.1% | +2.6% |
| 3M | +15.6% | +3.6% | +12.0% | +13.4% |
| 6M | +15.1% | +33.0% | -17.9% | +0.6% |
| YTD | +6.0% | +19.6% | -13.7% | -3.4% |
| 1Y | +5.7% | +14.0% | -8.4% | -1.7% |
| 3Y | +39.8% | +164.3% | -124.5% | -15.7% |
| 5Y | -23.9% | +49.3% | -73.2% | -39.1% |
| 10Y | +32.9% | +78.4% | -45.4% | -4.1% |
| All | +32.9% | +79.4% | -46.5% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling